Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48912.59 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42228.99 Kr¶

PnL: ---------------------------------------> -204.29 Kr¶

DD now: ---------------------------------> -7.921 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:53:18.990338'

Anic Portfolio¶

Today¶

Return: -0.792 %¶

This Week¶

Return: -0.792 %¶

Total portfolio value¶

Return including deposits: 60.127 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.530000 1675.440000 207.900000 14.170000 1467.540000
JM 6 1.880000 878.400000 16.200000 1.880000 862.200000
HEXPOL B 9 0.440000 1033.200000 15.300000 1.500000 1017.900000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Sagax B 4 0.990000 860.400000 8.400000 0.990000 852.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Hoist Finance 35 0.720000 985.250000 7.000000 0.720000 978.250000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Catena 2 0.560000 794.000000 4.400000 0.560000 789.600000
EQT 4 0.530000 834.000000 4.400000 0.530000 829.600000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
SKF B 5 -0.050000 937.500000 -0.500000 -0.050000 938.000000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Orrön Energy 180 -0.400000 2032.200000 -5.400000 -0.270000 2037.600000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Hexatronic Group 12 -1.690000 948.240000 -16.320000 -1.690000 964.560000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Latour B 4 -3.130000 828.400000 -26.800000 -3.130000 855.200000
Addnode Group B 11 -3.410000 887.150000 -31.350000 -3.410000 918.500000
Indutrade 5 -2.680000 1182.000000 -32.500000 -2.680000 1214.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Hexagon B 26 -1.320000 3406.000000 -45.500000 -1.320000 3451.500000
Bufab 3 -4.390000 1057.800000 -48.600000 -4.390000 1106.400000
BHG Group 97 -4.530000 1390.010000 -64.990000 -4.470000 1455.000000
Vitec Software Group B 2 -6.550000 1013.000000 -71.000000 -6.550000 1084.000000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
TOTAL 42228.990000 -204.290000 -7.92118% 42433.280000

Updated:¶

'2023-07-03 10:53:35.622491'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶